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Table of Contents

2019.31.WC.A

  • MFD-171: Hotspot-addition of non mandatory fields to config
  • MFD-738: Jump-NEW feed Trading: Submit Order
  • MFD-739: Jump-NEW feed Trading: Trade Capture Message
  • MFD-740: Jump-NEW feed Trading: Order Done
  • MFD-741: Jump-NEW feed Trading: Order Rejected
  • MFD-742: Jump-NEW feed Trading: Cancel Order
  • MFD-820: LMAX-Feed handler not setting 264 (depth) correctly compared to config
  • MFD-858: API Server-Remove excessive date rollover messages from logs
  • MFD-913: Currenex ESP MM-Set OrderID=unknown in exec report when order rejected
  • MFD-914: Currenex ESP MM-Set ExecID=Unknown in exec report when order is rejected
  • MFD-915: Currenex ESP MM-Ensure OrdRejReason is sent in exec report when reject
  • MFD-918: Currenex ESP MM-Cancelling all quotes is triggering a logout
  • MFD-920: Jump-NEW feed Clean Session Logout - FH doesnt wait for JLQD response
  • MFD-953: Currenex ESP MM- consolidate fixed defects into 1 commit for QA to test

2019.30.WC.A

  • MFD-899: Currenex ESP MM-full regression testing
  • MFD-907: GTX-Make market depth tag 264 configurable on all builds

2019.29.WC.B

  • MFD-561: Morgan Stanley-feed handler fixes to properly handle ladder shape changes
  • MFD-727: Jump-NEW feed Market Data: List of Securities
  • MFD-728: Jump-NEW feed Market Data: Market Data Request
  • MFD-729: Jump-NEW feed Market Data: Request Reject
  • MFD-730: Jump-NEW feed Market Data: Receive Snapshot
  • MFD-731: Jump-NEW feed Market Data: Receive Incremental Refresh
  • MFD-912: CME iLink-several fixes
  • MFD-923: Fastmatch-full amount ; support trades in market data
  • MFD-929: Reflector: improve integration for Nomura feed handler
  • MFD-932: HotspotI-Unit test improvements
  • MFD-936: Tooling-Fix build process

2019.28.XX.A

  • MFD-909: Bloomberg FX<GO> MM-customer specific change, pass SenderSubID in the trader field
  • MFD-931: HotspotI-Full Amount added to customer specific build

2019.27.WC.A

  • MFD-801: Tooling-auto environment documentation process POC
  • MFD-881: Tooling-collapse branches
  • MFD-904: Fastmatch-Start using 277 four regionalisation (needed for TAPE feed)

2019.26.XX.A

  • MFD-804: GTX MM-MM: fix passing terms ccy correctly in customer specific build
  • MFD-863: API Client-Limits checking for customer specific version
  • MFD-906: GTX MM-MM: Make sure timeout is passed onto to customer in customer specific build

2019.26.WC.A

  • MFD-100: UBS- modify 35=V request to fix which bands published for book
  • MFD-371: GTX MM- MM: Make sure timeout is passed onto to customer in all builds
  • MFD-473: EBS AI 61-issue with the venue cancelling order from a Modify
  • MFD-868: Hotspot Itch-fix price-modify message parsing
  • MFD-893: Saxo-feedfilter not being picked up as onBehalfOfCompID
  • MFD-903: API Client-quote management improved
  • MFD-905: Fastmatch MM- LastTrade timestamp is not correct

2019.25.WC.A

  • MFD-454: New Feed Handler: CME Implied Liquidity

2019.24.XX.A

  • MFD-518: GTX-GTX: market depth tag 264 configurable on GTX: feed handler on customer specific build
  • MFD-631: API Client-OrigClorID sent but ClOrdID not sent
  • MFD-635: GTX-order modification being rejected with INVALID_CANCEL
  • MFD-823: Tooling-Improve version reporting
  • MFD-855: API Client-Remove build dependency on the network drive mount

2019.24.WC.B

  • MFD-127: Hotspot-stop feed handler exit when receiving tag HSFXTradeStatus/7226
  • MFD-382: Tooling-internal MDM app core dumped when EBS Direct starts up
  • MFD-485: EBS Live-FH incorrectly passes exchange best prices with element=LEVE
  • MFD-619: API Server-Send Order Request to Client under edge conditions
  • MFD-796: EBS Ultra-fix random disconnects
  • MFD-864: API Client-Currenex ESP: EXECUTING_FIRM Party ID not sent to client

2019.24.WC.A

  • MFD-875: FXall Order Book-ensure feed handler passes TimeHandler and/or timeExchange and timeHandler in order messages

2019.23.XX.A

  • MFD-370: SLM-Critical error in limit monitoring when two AcceptOrderMessages have the same clOrdID
  • MFD-792: Currenex RFQ mm- Uneven swaps (1 of 8 cases) for customer specific build
  • MFD-809: STP Bridge-customisation - sendSubID in tag 50 when customer trading with themselves

2019.23.WC.A

  • MFD-815: 360T-Fix feed handler crash on unknown instrument
  • MFD-840: API Client-LDAP memory leak resolved
  • MFD-860: Handle the non-consecutive MarketIds for several feeds

2019.22.WC.A

  • MFD-174: Tooling-improve test rig UI
  • MFD-334: Morgan Stanley-Fix MF rejection for Morgan Stanley
  • MFD-352: Hotspot Stream-Subscribe/Unsubscribe market data could cause invalid timer ID
  • MFD-424: FXall Bankstream-connections (35=Z QuoteCancel) logic fixed
  • MFD-523: EBS Ultra-Change log file destination for INFO messages
  • MFD-550: Tooling-Improve log file analysis tools
  • MFD-687: EBS Ultra-OnSefNDFMappings.txt missing mappings
  • MFD-714: Moex-Low level function incorrectly returns false
  • MFD-772: API Client-Add Full Amount as option
  • MFD-816: Hotspot Link RFS MM-Fix edge case causing incorrect quoteID to client
  • MFD-819: DBlogger-Errors logged on start-up of Whisperer
  • MFD-824: API Client-Improve client exit functionality
  • MFD-826: GTX-ER Reject after ER New are ignored
  • MFD-832: Statestreet-States Street: Quote break down missing when numberOfOrders=2
  • MFD-854: API Server-Market Data messages logged in wrong log file
  • MFD-96: Reuters MAPI-Pass CTA messages to client

2019.20.XX.B

  • MFD-798: far leg points in correct on some feeds for customer specific build

2019.20.XX.A

  • MFD-605: Currenex Ouch MM-correct response to INFO instrument request
  • MFD-696: DBlogger-Database failure fixed

2019.19.WC.C

  • MFD-495: LMAX-ensure trade data passed on
  • MFD-578: EBS Select-cancel message not passed back to customer
  • MFD-779: Currenex Now-fix to market data updates

2019.19.WC.B

  • MFD-765: Fastmatch-Add Full Amount as option

2019.19.WC.A

  • MFD-425: Currenex ESP MM- not rejecting multi-level MassQuote messages properly
  • MFD-717: Currenex ESP MM-Correct LMUID treatment
  • MFD-781: Currenex ESP MM-Correct clOrdID for TradeCaptureAck

2019.16.WC.C

  • MFD-295: Currenex ESP MM-Improve session logout
  • MFD-745: HotspotI-Add Full Amount as option to Hotspot

2019.16.WC.A

  • MFD-297: Fastmatch MM-Improve session logout

2019.15.WC.A

  • MFD-543: New feed handler Currenex NR (maker) feed
  • MFD-734: API Client-Update calendar data
  • MFD-788: Tooling-Improve build process

2019.14.WC.C

  • MFD-535: API Client-Implement CPU affinity
  • MFD-732: API Client-Investigate spinning of 2nd thread in feed handlers

2019.14.WC.A

  • MFD-780: FXall Order Book-Add timeHandler and timeExchange fields

2019.13.WC.A

  • MFD-767: 360T-stop shutting down when referencing an unknown quoteReqId

2019.12.WC.B

  • MFD-711: Hotspot Stream-improve handler latency

2019.12.WC.A

  • MFD-233: 360T-stop handler rejecting quote cancellations when there are multiple quotes on a single pair

2019.11.WC.B

  • MFD-469: CME-Improve timeHandler logic
  • MFD-641: EBS AI 61-performance improvement
  • MFD-660: API Client-Batch of historic minor bugs fixed

6.22.0-rc1

  • MFD-715: Bloomberg FX<GO> MM-feed handler shutting down after a server logout

6.21.1-rc1

  • MFD-673: FXall Order Book-Add config option to flip side of orders

6.21.0-rc1

  • MFD-503: ParFX-fix handling of multiple "last traded" updates in a single message

6.20.0-rc1

  • MFD-653: API Client-Security issue resolved on treatment on invalid passwords

6.19.0 - 

  • MFD-598: Incremental update handling on EBS Ultra

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